+155.2%
MPWR vs KIM
+34.4%
+120.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | -2.6% | +0.4% | -3.0% | -2.9% |
| 30D | -9.0% | -4.0% | -5.1% | -6.7% |
| 3M | -25.8% | +0.5% | -26.4% | -27.2% |
| 6M | +11.8% | +3.6% | +8.1% | +7.4% |
| YTD | +35.5% | +20.4% | +15.1% | +16.1% |
| 1Y | +45.3% | +9.7% | +35.6% | +33.1% |
| 3Y | +138.5% | +46.0% | +92.5% | +72.1% |
| All | +155.2% | +34.4% | +120.7% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling